formula based index builder More...

#include <qle/indexes/formulabasedindex.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/marketdata/market.hpp>

Namespaces
	ore
	Serializable Credit Default Swap.

	ore::data

Functions
QuantLib::ext::shared_ptr< QuantExt::FormulaBasedIndex >	makeFormulaBasedIndex (const std::string &formula, const QuantLib::ext::shared_ptr< ore::data::Market > market, const std::string &configuration, std::map< std::string, QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex >> &indexMaps, const Calendar &fixingCalendar=Calendar())

Detailed Description

formula based index builder

Namespaces